The scope of the conference will be to present the most recent research on multivariate volatility modelling, including applications to risk management, portfolio choice and betas. We welcome papers related to the econometric and statistical modeling of large sets of assets, multivariate series...

The aim of this conference is to present the statistical and mathematical principles of smoothing with a focus on applicable techniques in fields like econometrics, time series, finance, environmental sciences, biometrics, spatial analysis, among others. The meeting will provide a varied and...